I recently looked at a J2ME game deal with a publisher. The payout was 0.15 - 0.5 euro pr. sold game. The games were sold by preminium SMS, leaving the payout percentage between 5% and 15%. The deal had no cash up front advances.
I did turn it down, but for other reasons than the pathetic payouts.
As for web games. I have not been offered any reasonable deal. Currently I have a modest, but steady income from Google AdSense.
As for shareware I have no personal experience. But I think basic registration service, no advertisement, will give you 80% and the registration service 20%.
PS: Look at this board's business section - http://forums.indiegamer.com/